Anaerobic digestion (AD) has the great potential to treat organic waste and achieve remarkable results effectively. However, it is very tough to establish an accurate mechanistic model for this process. Data-driven modeling technology has opened a new door to solving this problem. While when the sample set is small, traditional data-driven modeling methods are often powerless. In this paper, an effective method is proposed for data-driven high-precision modeling in small sample scenarios. A time series generative adversarial network (TimeGAN) is first utilized to augment the original high-quality small-sample data collected during the AD methane production. A novel hybrid kernel extreme learning machine (HKELM) is then designed to form a better structure of the data-driven model, whose regularization coefficient C0 is optimized by the sparrow search algorithm (SSA). Finally, this semi-finished model (SSA-HKELM) is trained by the augmented data to form the final mathematical model (TimeGAN-SSA-HKELM) for the AD methane generation process. Comparative experiments of the methane daily production prediction error haveverified the effectiveness of the method, which can be extended to other similar small sample data-driven modeling scenarios.